+58.1%
XLE vs QS
-30.4%
+88.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.2% | -0.1% |
| 7D | -12.0% | +5.4% | -17.4% | -12.1% |
| 30D | -2.7% | -5.3% | +2.6% | -2.7% |
| 3M | +6.6% | -22.6% | +29.2% | +7.1% |
| 6M | +9.5% | -46.2% | +55.7% | +10.8% |
| YTD | +40.6% | -58.9% | +99.5% | +43.2% |
| 1Y | +43.6% | -73.1% | +116.7% | +48.2% |
| 3Y | +58.1% | -27.2% | +85.3% | +50.3% |
| All | +58.1% | -30.4% | +88.5% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling